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CSE 515 Statistical Methods in Computer Science

CSE 515 Statistical Methods in Computer Science. Instructor: Pedro Domingos. Logistics. Instructor: Pedro Domingos Email: pedrod@cs.washington.edu Office: 648 Allen Center Office hours: Tuesdays 11:00am-10:50am

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CSE 515 Statistical Methods in Computer Science

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  1. CSE 515Statistical Methods in Computer Science Instructor: Pedro Domingos

  2. Logistics • Instructor: Pedro DomingosEmail: pedrod@cs.washington.eduOffice: 648 Allen CenterOffice hours: Tuesdays 11:00am-10:50am • TA:Yao LuEmail: luyao@cs.washington.eduOffice: 220 Allen CenterOffice hours: Thursdays 11:00am-11:50am • Web:www.cs.washington.edu/515

  3. Evaluation • Four homeworks (25% each) • Handed out after weeks 2, 4, 6 and 8 • Due two weeks later • Include programming

  4. Textbook • D. Koller & N. Friedman,Probabilistic Graphical Models:Principles and Techniques, MIT Press. • Complements: • S. Russell & P. Norvig, Artificial Intelligence:A Modern Approach (3rd ed.), Prentice Hall, 2010. • M. DeGroot & M. Schervish, Probability and Statistics (3rd ed.), Addison-Wesley, 2002. • Papers, etc.

  5. What Is Probability? • Probability: Calculus for dealing with nondeterminism and uncertainty • Cf. Logic • Probabilistic model: Says how often we expect different things to occur • Cf. Function

  6. What’s in It for Computer Scientists? • Logic is not enough • The world is full of uncertainty and nondeterminism • Computers need to be able to handle it • Probability: New foundation for CS

  7. What Is Statistics? • Statistics 1: Describing data • Statistics 2: Inferring probabilistic models from data • Structure • Parameters

  8. What’s in It for Computer Scientists? • Statistics and CS are both about data • Massive amounts of data around today • Statistics lets us summarize and understand it • Statistics lets data do our work for us

  9. Stats 101 vs. This Class • Stats 101 is a prerequisite for this class • Stats 101 deals with one or two variables; we deal with tens to thousands • Stats 101 focuses on continuous variables; we focus on discrete ones • Stats 101 ignores structure • We focus on computational aspects • We focus on CS applications

  10. Relations to Other Classes • CSE 546/547: Machine Learning • CSE 573: Artificial Intelligence • Application classes (e.g., Comp Bio) • Statistics classes • EE classes

  11. Applications in CS (I) • Machine learning and data mining • Automated reasoning and planning • Vision and graphics • Robotics • Natural language processing and speech • Information retrieval • Databases and data management

  12. Applications in CS (II) • Networks and systems • Ubiquitous computing • Human-computer interaction • Simulation • Computational biology • Computational neuroscience • Etc.

  13. CSE 515 in One Slide We will learn to: • Put probability distributions on everything • Learn them from data • Do inference with them

  14. Topics (I) • Basics of probability and statistical estimation • Mixture models and the EM algorithm • Hidden Markov models and Kalman filters • Bayesian networks and Markov networks • Exact inference • Approximate inference

  15. Topics (II) • Parameter estimation • Structure learning • Discriminative learning • Maximum entropy estimation • Dynamic Bayes nets and particle filtering • Relational models • Decision theory and Markov decision processes

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